A simple general formula for tail probabilities for frequentist and Bayesian inference

被引：97
作者：
Fraser, DAS [1 ]
Reid, N [1 ]
Wu, J [1 ]
机构：
[1] Univ Toronto, Dept Stat, Toronto, ON M5S 3G3, Canada
来源：
BIOMETRIKA | 1999年 / 86卷 / 02期
关键词：
asymptotic theory; likelihood method; pivotal quantity; tail probability; third-order inference;
D O I：
10.1093/biomet/86.2.249
中图分类号：
Q [生物科学];
学科分类号：
07 ; 0710 ; 09 ;
摘要：
We describe a simple general formula for approximating the p-value for testing a scalar parameter in the presence of nuisance parameters. The formula covers both frequentist and Bayesian contexts and does not require explicit nuisance parameterisation. Implementation is discussed in terms of computer algebra packages. Examples are given and the relationship to Barndorff-Nielsen's approximation is discussed.
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页码：249 / 264
页数：16
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